Categories: Banking
What Is a Deposit Actually Worth When Rates Move?
Post 1/4 of the No Gut Feelings Bank series. I build a behavioural model of non-maturing deposits - current accounts, notice, fixe...
Balance Sheet Optimisation Under South African Regulatory Constraints
A worked Linear Programming example for the bank treasury function using SARB Basel III requirements (LCR, NSFR, CET1). Includes f...
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